|
Books > Business & Economics > Finance & accounting
|
Buy Now
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance (Hardcover, 2011 ed.)
Loot Price: R1,525
Discovery Miles 15 250
|
|
|
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance (Hardcover, 2011 ed.)
Series: Lecture Notes in Computational Science and Engineering, 77
Expected to ship within 10 - 15 working days
|
This book deals with the numerical analysis and efficient numerical
treatment of high-dimensional integrals using sparse grids and
other dimension-wise integration techniques with applications to
finance and insurance. The book focuses on providing insights into
the interplay between coordinate transformations, effective
dimensions and the convergence behaviour of sparse grid methods.
The techniques, derivations and algorithms are illustrated by many
examples, figures and code segments. Numerical experiments with
applications from finance and insurance show that the approaches
presented in this book can be faster and more accurate than
(quasi-) Monte Carlo methods, even for integrands with hundreds of
dimensions.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
